+179.9%
FROG vs PFGC
+135.8%
+44.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.0% | +3.2% | +5.9% |
| 7D | +27.1% | +10.8% | +16.3% | +22.2% |
| 30D | +5.8% | +17.8% | -12.0% | -0.8% |
| 3M | +20.8% | -2.7% | +23.6% | +21.2% |
| 6M | +53.3% | +20.0% | +33.3% | +40.2% |
| YTD | +73.2% | +24.3% | +48.9% | +53.2% |
| 1Y | +80.3% | +13.2% | +67.1% | +66.4% |
| 3Y | +318.3% | +85.9% | +232.4% | +198.9% |
| 5Y | +179.9% | +141.0% | +38.9% | +68.9% |
| All | +179.9% | +135.8% | +44.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling